+82.8%
XLI vs GPC
+29.0%
+53.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -5.8% | -0.4% | -5.4% | -5.7% |
| 3M | +0.7% | +39.2% | -38.5% | -10.6% |
| 6M | +3.2% | +18.2% | -15.0% | -3.4% |
| YTD | +13.0% | +12.1% | +0.9% | +6.6% |
| 1Y | +16.8% | -0.7% | +17.5% | +15.0% |
| 3Y | +72.4% | -1.7% | +74.1% | +64.5% |
| 5Y | +82.8% | +29.3% | +53.5% | +45.6% |
| All | +82.8% | +29.0% | +53.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling